The following pages link to (Q4174025):
Displayed 50 items.
- A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- A simple condition for asymptotic optimality of linear predictions of random fields (Q689535) (← links)
- Linear least squares estimation of regression models for two-dimensional random fields (Q700149) (← links)
- Canonical correlations of past inputs and future outputs for linear stochastic systems (Q798278) (← links)
- Relationships between measures induced by Itô and white noise linear equations (Q799033) (← links)
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524) (← links)
- When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- On solutions to stochastic differential equations with discontinuous drift in Hilbert space (Q1063324) (← links)
- Identical mixing rates (Q1074946) (← links)
- Asymptotically efficient nonparametric estimation of functionals of a spectral density function (Q1077836) (← links)
- Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
- Structure of positive block-matrices and nonstationary prediction (Q1091671) (← links)
- Invariance principles for U-statistics and von Mises functionals (Q1121612) (← links)
- Theoretical aspects of ill-posed problems in statistics (Q1181248) (← links)
- Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures (Q1201121) (← links)
- Predicting random fields with increasing dense observations (Q1296596) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- Self-normalized central limit theorem for sums of weakly dependent random variables (Q1322910) (← links)
- Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
- Efficiency of linear predictors for periodic processes using an incorrect covariance function (Q1361760) (← links)
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence (Q1394530) (← links)
- A criterion for a continuous spectral density (Q1400146) (← links)
- Asymptotics for the partial autocorrelation function of a stationary process (Q1591320) (← links)
- On the regularity of spectral densities of continuous-time completely linearly regular processes (Q1593596) (← links)
- Self-averaging scaling limits for random parabolic waves (Q1770245) (← links)
- Optimal transformations for prediction in continuous-time stochastic processes: finite past and future (Q1773989) (← links)
- Periodicity and absolute regularity (Q1819460) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
- Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (Q1883217) (← links)
- Equivalence of Gaussian measures for some nonstationary random fields (Q1883276) (← links)
- A CLT for the periodograms of a \(p\)-mixing random field (Q1910901) (← links)
- Non-Archimedean probability: Frequency and axiomatics theories (Q1920026) (← links)
- Convergence properties of the Gibbs sampler for perturbations of Gaussians (Q1922399) (← links)
- On histograms for linear processes (Q1923431) (← links)
- On the asymptotic normality of sequences of weak dependent random variables (Q1923937) (← links)
- On multiple-level excursions by stationary processes with deterministic peaks (Q1965866) (← links)
- Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing'' (Q1965896) (← links)
- On multivariate nonlinear regression models with stationary correlated errors (Q2382900) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- White-noise and geometrical optics limits of Wigner-Moyal equation for wave beams in turbulent media (Q2571120) (← links)
- On a very weak bernoulli condition<sup>†</sup> (Q3324743) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- Some Notes on Mutual Information Between Past and Future (Q3440760) (← links)
- On U-statistics and v. mise? statistics for weakly dependent processes (Q3668575) (← links)